+934.7%
WMT vs GLD
+721.9%
+212.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | -2.7% | -2.0% | -0.7% | -2.7% |
| 30D | +11.1% | -4.4% | +15.6% | +11.1% |
| 3M | +11.2% | -8.9% | +20.1% | +11.1% |
| 6M | -1.3% | -16.0% | +14.7% | -1.3% |
| YTD | +13.5% | -7.9% | +21.4% | +13.5% |
| 1Y | +22.5% | -3.9% | +26.4% | +22.5% |
| 3Y | +134.1% | +103.4% | +30.7% | +136.3% |
| 5Y | +170.3% | +109.7% | +60.5% | +172.8% |
| 10Y | +525.5% | +211.8% | +313.7% | +547.1% |
| All | +934.7% | +721.9% | +212.8% | +1,119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling